Conditional estimation of diffusion processes

Journal of Financial Economics

Volumn 74, Issue 1, 2004, Pages 31-66

  Li, Minqiang ^a   Pearson, Neil D ^a   Poteshman, Allen M ^a  

^a UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

Author keywords

Diffusion process; Estimation; Interest rates; Nonlinearity

Indexed keywords

EID: 9944246423     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2004.03.001     Document Type: Article

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